-8.9%
DASH vs BP
+176.2%
-185.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | -4.1% | +2.5% | -6.6% | -4.3% |
| 30D | -10.6% | -5.6% | -5.0% | -10.2% |
| 3M | -18.8% | +8.0% | -26.8% | -19.9% |
| 6M | +11.2% | +5.7% | +5.5% | +9.8% |
| YTD | -23.8% | +36.8% | -60.6% | -28.7% |
| 1Y | -12.2% | +30.7% | -42.9% | -17.2% |
| 3Y | +97.3% | +51.6% | +45.7% | +78.3% |
| 5Y | -29.8% | +112.2% | -142.0% | -39.7% |
| All | -8.9% | +176.2% | -185.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling